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subject:"Zeitreihenanalyse"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Robert Schuman Centre for Advanced Studies"
~subject:"Kapitaleinkommen"
~subject:"Statistische Verteilung"
~type_genre:"Graue Literatur"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Statistische Verteilung
Estimation theory
29
Schätztheorie
29
Theorie
24
Theory
24
Time series analysis
14
Börsenkurs
2
Estimation
2
Heteroskedastizitätsanalyse
2
Lag model
2
Lag-Modell
2
Mehrproduktfertigung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multiproduct production
2
Returns to scale
2
Schweden
2
Schätzung
2
Share price
2
Skalenertrag
2
Sweden
2
Technical efficiency
2
Technische Effizienz
2
Volatility
2
Volatilität
2
1960-1994
1
1962-1994
1
1985-1990
1
1991
1
1992-1993
1
ARCH model
1
ARCH-Modell
1
ARFIMA
1
ARMA
1
Arbeitslosigkeit
1
Arbeitsmarkt
1
CAPM
1
Cointegration
1
Data envelopment analysis
1
Data-Envelopment-Analyse
1
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Free
2
Type of publication
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Book / Working Paper
15
Type of publication (narrower categories)
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Graue Literatur
Thesis
Non-commercial literature
15
Arbeitspapier
9
Working Paper
9
Collection of articles written by one author
6
Hochschulschrift
6
Sammlung
6
Bibliografie enthalten
1
Bibliography included
1
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English
15
Author
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Teräsvirta, Timo
3
Hagerud, Gustaf E.
2
Andersson, Michael K.
1
Brännström, Tomas
1
Demetrescu, Matei
1
Eitrhem, Øyvind
1
Eklund, Bruno
1
Gredenhoff, Mikael P.
1
He, Changli
1
Lundbergh, Stefan
1
Lyhagen, Johan
1
Mora, Juan
1
Pérez-Alonso, Alicia
1
Åsbrink, Stefan E.
1
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
Robert Schuman Centre for Advanced Studies
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Umeå universitet
11
European University Institute / Department of Economics
10
Umeå Universitet / Institutionen för Nationalekonomi
5
Center for Economic Research <Tilburg>
4
National Bureau of Economic Research
4
European University Institute / Department of Law
3
Birkbeck College / Department of Economics
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Rodney L. White Center for Financial Research
2
University of California, San Diego / Department of Economics
2
University of Exeter / Department of Economics
2
University of New England / Department of Econometrics
2
Amsterdams Instituut voor ArbeidsStudies
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Econometrics Conference <1995, Melbourne>
1
Federal Reserve Bank of Cleveland
1
Forschungsinstitut zur Zukunft der Arbeit
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut National de Statistique <Brüssel>
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institut für Weltwirtschaft
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Journées de Méthodologie Statistique <5, 1996, Paris>
1
Konjunkturinstitutet <Stockholm>
1
Københavns Universitet / Økonomisk Institut
1
Monash University / Department of Econometrics
1
Nationalekonomiska Institutionen <Göteborg>
1
Norges Bank / Utredningsavdelingen
1
Ruhr-Universität Bochum
1
School of Finance and Business Economics <Perth, Western Australia>
1
Schweiz / Ökonomenteam
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
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Working paper series in economics and finance
7
EUI working paper / MWP
2
Source
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ECONIS (ZBW)
15
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1
Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei
-
2008
Persistent link: https://www.econbiz.de/10003963300
Saved in:
2
Specification tests for the distribution of errors in nonparametric regression : a martingale approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2007
Persistent link: https://www.econbiz.de/10003963718
Saved in:
3
Modelling economic high-frequency time series
Lundbergh, Stefan
-
1999
Persistent link: https://www.econbiz.de/10001401660
Saved in:
4
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
5
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
Saved in:
6
Do long-memory models have long memory?
Eklund, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000984772
Saved in:
7
On testing and forecasting in fractionally integrated time series models
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10001372216
Saved in:
8
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
9
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
10
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
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